+34.5%
CMS vs SPG
+84.0%
-49.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +1.9% | +1.7% |
| 7D | +1.7% | +2.0% | -0.3% | +1.2% |
| 30D | +6.2% | +17.2% | -11.1% | +1.9% |
| 3M | +0.6% | +6.3% | -5.7% | -1.0% |
| 6M | -1.8% | +18.7% | -20.5% | -6.0% |
| YTD | +3.8% | +30.1% | -26.2% | -3.0% |
| 1Y | -1.8% | +32.8% | -34.5% | -8.7% |
| 3Y | +39.8% | +133.6% | -93.8% | +10.6% |
| All | +34.5% | +84.0% | -49.5% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling